docs: def _write_file(self, filename, data):
          """Write a data item into a file.
  
          The data object is written to a file using the pickle mechanism.
  
          :param filename: Output file name
          :type filename: str
          :param data: A Python object that will be pickled
          """
  
          if self.__compression:
              f = gzip.GzipFile(filename, "wb")
          else:
              f = open(filename, "wb")
          pickle.dump(data, f, pickle.HIGHEST_PROTOCOL)
          f.close()